A systematic review on model selection in high-dimensional regression
type: Item
instance of: scholarly article
title: A systematic review on model selection in high-dimensional regression
zbMATH Open document ID: 1411.62204
author: Eun Ryung Lee
author: Jinwoo Cho
author: Kyusang Yu
published in: Journal of the Korean Statistical Society
publication date: 2019-02-19T00:00:00Z
Mathematics Subject Classification ID: 62J07
Mathematics Subject Classification ID: 62G08
Mathematics Subject Classification ID: 62J05
zbMATH DE Number: 7025729
zbMATH Keywords: model selection
zbMATH Keywords: penalized methods
zbMATH Keywords: Lasso
zbMATH Keywords: SCAD
zbMATH Keywords: high dimensional regression models
zbMATH Keywords: general convex loss
zbMATH Keywords: quadratic margin condition
zbMATH Keywords: high level conditions
zbMATH Keywords: model selection consistency
zbMATH Keywords: oracle property
zbMATH Keywords: linear regression
zbMATH Keywords: quantile regression
MaRDI profile type: Publication
full work available at URL: j.jkss.2018.10.001
OpenAlex ID: W2900489223
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Wikidata QID: Q128948583
DOI: 10.1016/J.JKSS.2018.10.001
description: scientific article; zbMATH DE number 7025729